Related papers: Generalized evolutionary equations with imposed sy…
Starting from a forward--backward path integral of a point particle in a bath of harmonic oscillators, we derive the Fokker-Planck and Langevin equations with and without inertia. Special emphasis is placed upon the correct operator order…
The most general local Markovian stochastic model is investigated, for which it is known that the evolution equation is the Fokker-Planck equation. Special cases are investigated where uncorrelated initial states remain uncorrelated.…
The rigorous approach to the description of the kinetic evolution of a many-particle system composed of a trace hard sphere and an environment of finitely many hard spheres is developed. We prove that the evolution of states of a trace hard…
The article builds on several recent advances in the Monge-Kantorovich theory of mass transport which have -- among other things -- led to new and quite natural proofs for a wide range of geometric inequalities such as the ones formulated…
The spatial logistic model is a system of point entities (particles) in $\mathbb{R}^d$ which reproduce themselves at distant points (dispersal) and die, also due to competition. The states of such systems are probability measures on the…
We describe an implicit procedure for solving linear equation systems resulting from the discretization of the three dimensional (seven variables) linear Fokker-Planck equation. The discretization of the Fokker-Planck equation is performed…
In this paper, we propose an algebraic formalization of the two important classes of dynamic programming algorithms called forward and forward-backward algorithms. They are generalized extensively in this study so that a wide range of other…
One of basic difficulties of machine learning is handling unknown rotations of objects, for example in image recognition. A related problem is evaluation of similarity of shapes, for example of two chemical molecules, for which direct…
We consider finite-volume approximations of Fokker-Planck equations on bounded convex domains in $\mathbb{R}^d$ and study the corresponding gradient flow structures. We reprove the convergence of the discrete to continuous Fokker-Planck…
In this paper, we present a methodology for stability analysis of a general class of systems defined by coupled Partial Differential Equations (PDEs) with spatially dependent coefficients and a general class of boundary conditions. This…
Recently new solvable systems of nonlinear evolution equations -- including ODEs, PDEs and systems with discrete time -- have been introduced. These findings are based on certain convenient formulas expressing the $k$-th time-derivative of…
The Lie symmetries for a class of systems of evolution equations are studied. The evolution equations are defined in a bimetric space with two Riemannian metrics corresponding to the space of the independent and dependent variables of the…
Well-posedness is studied for a special system of two-point boundary value problem for evolution equations which is called a forward-backward evolution equation (FBEE, for short). Two approaches are introduced: A decoupling method with some…
The group classification problem for the class of (1+1)-dimensional linear $r$th order evolution equations is solved for arbitrary values of $r>2$. It is shown that a related maximally gauged class of homogeneous linear evolution equations…
This paper considers the filtering problem which consists in reconstructing the state of a dynamical system with partial observations coming from sensor measurements, and the knowledge that the dynamics are governed by a physical PDE model…
We propose a comprehensive framework for solving constrained variational inequalities via various classes of evolution equations displaying multi-scale aspects. In an infinite-dimensional Hilbertian framework, the class of dynamical systems…
The Fokker-Plank-Kolmogorov (FPK) equation is an idealized model representing many stochastic systems commonly encountered in the analysis of stochastic structures as well as many other applications. Its solution thus provides an invaluable…
Nowadays hybrid evolutionary algorithms, i.e, heuristic search algorithms combining several mutation operators some of which are meant to implement stochastically a well known technique designed for the specific problem in question while…
In this paper, we develop an algebraic approach to classifying contact symmetries of the second-order nonlinear evolution equations. Up to contact isomorphisms, all inequivalent PDEs admitting semi-simple algebras, solvable algebras of…
In this short note, we describe the so-called homogeneous involution on finite-dimensional graded-division algebra over an algebraically closed field. We also compute their graded polynomial identities with involution. As pointed out by L.…